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Eigen  5.0.1-dev
TriangularMatrixMatrix_BLAS.h
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27  ********************************************************************************
28  * Content : Eigen bindings to BLAS F77
29  * Triangular matrix * matrix product functionality based on ?TRMM.
30  ********************************************************************************
31 */
32 
33 #ifndef EIGEN_TRIANGULAR_MATRIX_MATRIX_BLAS_H
34 #define EIGEN_TRIANGULAR_MATRIX_MATRIX_BLAS_H
35 
36 // IWYU pragma: private
37 #include "../InternalHeaderCheck.h"
38 
39 namespace Eigen {
40 
41 namespace internal {
42 
43 template <typename Scalar, typename Index, int Mode, bool LhsIsTriangular, int LhsStorageOrder, bool ConjugateLhs,
44  int RhsStorageOrder, bool ConjugateRhs, int ResStorageOrder>
45 struct product_triangular_matrix_matrix_trmm
46  : product_triangular_matrix_matrix<Scalar, Index, Mode, LhsIsTriangular, LhsStorageOrder, ConjugateLhs,
47  RhsStorageOrder, ConjugateRhs, ResStorageOrder, 1, BuiltIn> {};
48 
49 // try to go to BLAS specialization
50 #define EIGEN_BLAS_TRMM_SPECIALIZE(Scalar, LhsIsTriangular) \
51  template <typename Index, int Mode, int LhsStorageOrder, bool ConjugateLhs, int RhsStorageOrder, bool ConjugateRhs> \
52  struct product_triangular_matrix_matrix<Scalar, Index, Mode, LhsIsTriangular, LhsStorageOrder, ConjugateLhs, \
53  RhsStorageOrder, ConjugateRhs, ColMajor, 1, Specialized> { \
54  static inline void run(Index _rows, Index _cols, Index _depth, const Scalar* _lhs, Index lhsStride, \
55  const Scalar* _rhs, Index rhsStride, Scalar* res, Index resIncr, Index resStride, \
56  Scalar alpha, level3_blocking<Scalar, Scalar>& blocking) { \
57  EIGEN_ONLY_USED_FOR_DEBUG(resIncr); \
58  eigen_assert(resIncr == 1); \
59  product_triangular_matrix_matrix_trmm<Scalar, Index, Mode, LhsIsTriangular, LhsStorageOrder, ConjugateLhs, \
60  RhsStorageOrder, ConjugateRhs, ColMajor>::run(_rows, _cols, _depth, _lhs, \
61  lhsStride, _rhs, rhsStride, \
62  res, resStride, alpha, \
63  blocking); \
64  } \
65  };
66 
67 EIGEN_BLAS_TRMM_SPECIALIZE(double, true)
68 EIGEN_BLAS_TRMM_SPECIALIZE(double, false)
69 EIGEN_BLAS_TRMM_SPECIALIZE(dcomplex, true)
70 EIGEN_BLAS_TRMM_SPECIALIZE(dcomplex, false)
71 EIGEN_BLAS_TRMM_SPECIALIZE(float, true)
72 EIGEN_BLAS_TRMM_SPECIALIZE(float, false)
73 EIGEN_BLAS_TRMM_SPECIALIZE(scomplex, true)
74 EIGEN_BLAS_TRMM_SPECIALIZE(scomplex, false)
75 
76 // implements col-major += alpha * op(triangular) * op(general)
77 #define EIGEN_BLAS_TRMM_L(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
78  template <typename Index, int Mode, int LhsStorageOrder, bool ConjugateLhs, int RhsStorageOrder, bool ConjugateRhs> \
79  struct product_triangular_matrix_matrix_trmm<EIGTYPE, Index, Mode, true, LhsStorageOrder, ConjugateLhs, \
80  RhsStorageOrder, ConjugateRhs, ColMajor> { \
81  enum { \
82  IsLower = (Mode & Lower) == Lower, \
83  SetDiag = (Mode & (ZeroDiag | UnitDiag)) ? 0 : 1, \
84  IsUnitDiag = (Mode & UnitDiag) ? 1 : 0, \
85  IsZeroDiag = (Mode & ZeroDiag) ? 1 : 0, \
86  LowUp = IsLower ? Lower : Upper, \
87  conjA = ((LhsStorageOrder == ColMajor) && ConjugateLhs) ? 1 : 0 \
88  }; \
89  \
90  static void run(Index _rows, Index _cols, Index _depth, const EIGTYPE* _lhs, Index lhsStride, const EIGTYPE* _rhs, \
91  Index rhsStride, EIGTYPE* res, Index resStride, EIGTYPE alpha, \
92  level3_blocking<EIGTYPE, EIGTYPE>& blocking) { \
93  if (_rows == 0 || _cols == 0 || _depth == 0) return; \
94  Index diagSize = (std::min)(_rows, _depth); \
95  Index rows = IsLower ? _rows : diagSize; \
96  Index depth = IsLower ? diagSize : _depth; \
97  Index cols = _cols; \
98  \
99  typedef Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> MatrixLhs; \
100  typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs; \
101  \
102  /* Non-square case - doesn't fit to BLAS ?TRMM. Fall to default triangular product or call BLAS ?GEMM*/ \
103  if (rows != depth) { \
104  /* FIXME handle mkl_domain_get_max_threads */ \
105  /*int nthr = mkl_domain_get_max_threads(EIGEN_BLAS_DOMAIN_BLAS);*/ int nthr = 1; \
106  \
107  if (((nthr == 1) && (((std::max)(rows, depth) - diagSize) / (double)diagSize < 0.5))) { \
108  /* Most likely no benefit to call TRMM or GEMM from BLAS */ \
109  product_triangular_matrix_matrix<EIGTYPE, Index, Mode, true, LhsStorageOrder, ConjugateLhs, RhsStorageOrder, \
110  ConjugateRhs, ColMajor, 1, BuiltIn>::run(_rows, _cols, _depth, _lhs, \
111  lhsStride, _rhs, rhsStride, res, \
112  1, resStride, alpha, blocking); \
113  /*std::cout << "TRMM_L: A is not square! Go to Eigen TRMM implementation!\n";*/ \
114  } else { \
115  /* Make sense to call GEMM */ \
116  Map<const MatrixLhs, 0, OuterStride<> > lhsMap(_lhs, rows, depth, OuterStride<>(lhsStride)); \
117  MatrixLhs aa_tmp = lhsMap.template triangularView<Mode>(); \
118  BlasIndex aStride = convert_index<BlasIndex>(aa_tmp.outerStride()); \
119  gemm_blocking_space<ColMajor, EIGTYPE, EIGTYPE, Dynamic, Dynamic, Dynamic> gemm_blocking(_rows, _cols, \
120  _depth, 1, true); \
121  general_matrix_matrix_product<Index, EIGTYPE, LhsStorageOrder, ConjugateLhs, EIGTYPE, RhsStorageOrder, \
122  ConjugateRhs, ColMajor, 1>::run(rows, cols, depth, aa_tmp.data(), aStride, \
123  _rhs, rhsStride, res, 1, resStride, alpha, \
124  gemm_blocking, 0); \
125  \
126  /*std::cout << "TRMM_L: A is not square! Go to BLAS GEMM implementation! " << nthr<<" \n";*/ \
127  } \
128  return; \
129  } \
130  char side = 'L', transa, uplo, diag = 'N'; \
131  EIGTYPE* b; \
132  const EIGTYPE* a; \
133  BlasIndex m, n, lda, ldb; \
134  \
135  /* Set m, n */ \
136  m = convert_index<BlasIndex>(diagSize); \
137  n = convert_index<BlasIndex>(cols); \
138  \
139  /* Set trans */ \
140  transa = (LhsStorageOrder == RowMajor) ? ((ConjugateLhs) ? 'C' : 'T') : 'N'; \
141  \
142  /* Set b, ldb */ \
143  Map<const MatrixRhs, 0, OuterStride<> > rhs(_rhs, depth, cols, OuterStride<>(rhsStride)); \
144  MatrixX##EIGPREFIX b_tmp; \
145  \
146  if (ConjugateRhs) \
147  b_tmp = rhs.conjugate(); \
148  else \
149  b_tmp = rhs; \
150  b = b_tmp.data(); \
151  ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
152  \
153  /* Set uplo */ \
154  uplo = IsLower ? 'L' : 'U'; \
155  if (LhsStorageOrder == RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
156  /* Set a, lda */ \
157  Map<const MatrixLhs, 0, OuterStride<> > lhs(_lhs, rows, depth, OuterStride<>(lhsStride)); \
158  MatrixLhs a_tmp; \
159  \
160  if ((conjA != 0) || (SetDiag == 0)) { \
161  if (conjA) \
162  a_tmp = lhs.conjugate(); \
163  else \
164  a_tmp = lhs; \
165  if (IsZeroDiag) \
166  a_tmp.diagonal().setZero(); \
167  else if (IsUnitDiag) \
168  a_tmp.diagonal().setOnes(); \
169  a = a_tmp.data(); \
170  lda = convert_index<BlasIndex>(a_tmp.outerStride()); \
171  } else { \
172  a = _lhs; \
173  lda = convert_index<BlasIndex>(lhsStride); \
174  } \
175  /*std::cout << "TRMM_L: A is square! Go to BLAS TRMM implementation! \n";*/ \
176  /* call ?trmm*/ \
177  BLASFUNC(&side, &uplo, &transa, &diag, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, \
178  &lda, (BLASTYPE*)b, &ldb); \
179  \
180  /* Add op(a_triangular)*b into res*/ \
181  Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res, rows, cols, OuterStride<>(resStride)); \
182  res_tmp = res_tmp + b_tmp; \
183  } \
184  };
185 
186 #ifdef EIGEN_USE_MKL
187 EIGEN_BLAS_TRMM_L(double, double, d, dtrmm)
188 EIGEN_BLAS_TRMM_L(dcomplex, MKL_Complex16, cd, ztrmm)
189 EIGEN_BLAS_TRMM_L(float, float, f, strmm)
190 EIGEN_BLAS_TRMM_L(scomplex, MKL_Complex8, cf, ctrmm)
191 #else
192 EIGEN_BLAS_TRMM_L(double, double, d, dtrmm_)
193 EIGEN_BLAS_TRMM_L(dcomplex, double, cd, ztrmm_)
194 EIGEN_BLAS_TRMM_L(float, float, f, strmm_)
195 EIGEN_BLAS_TRMM_L(scomplex, float, cf, ctrmm_)
196 #endif
197 
198 // implements col-major += alpha * op(general) * op(triangular)
199 #define EIGEN_BLAS_TRMM_R(EIGTYPE, BLASTYPE, EIGPREFIX, BLASFUNC) \
200  template <typename Index, int Mode, int LhsStorageOrder, bool ConjugateLhs, int RhsStorageOrder, bool ConjugateRhs> \
201  struct product_triangular_matrix_matrix_trmm<EIGTYPE, Index, Mode, false, LhsStorageOrder, ConjugateLhs, \
202  RhsStorageOrder, ConjugateRhs, ColMajor> { \
203  enum { \
204  IsLower = (Mode & Lower) == Lower, \
205  SetDiag = (Mode & (ZeroDiag | UnitDiag)) ? 0 : 1, \
206  IsUnitDiag = (Mode & UnitDiag) ? 1 : 0, \
207  IsZeroDiag = (Mode & ZeroDiag) ? 1 : 0, \
208  LowUp = IsLower ? Lower : Upper, \
209  conjA = ((RhsStorageOrder == ColMajor) && ConjugateRhs) ? 1 : 0 \
210  }; \
211  \
212  static void run(Index _rows, Index _cols, Index _depth, const EIGTYPE* _lhs, Index lhsStride, const EIGTYPE* _rhs, \
213  Index rhsStride, EIGTYPE* res, Index resStride, EIGTYPE alpha, \
214  level3_blocking<EIGTYPE, EIGTYPE>& blocking) { \
215  if (_rows == 0 || _cols == 0 || _depth == 0) return; \
216  Index diagSize = (std::min)(_cols, _depth); \
217  Index rows = _rows; \
218  Index depth = IsLower ? _depth : diagSize; \
219  Index cols = IsLower ? diagSize : _cols; \
220  \
221  typedef Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> MatrixLhs; \
222  typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs; \
223  \
224  /* Non-square case - doesn't fit to BLAS ?TRMM. Fall to default triangular product or call BLAS ?GEMM*/ \
225  if (cols != depth) { \
226  int nthr = 1 /*mkl_domain_get_max_threads(EIGEN_BLAS_DOMAIN_BLAS)*/; \
227  \
228  if ((nthr == 1) && (((std::max)(cols, depth) - diagSize) / (double)diagSize < 0.5)) { \
229  /* Most likely no benefit to call TRMM or GEMM from BLAS*/ \
230  product_triangular_matrix_matrix<EIGTYPE, Index, Mode, false, LhsStorageOrder, ConjugateLhs, \
231  RhsStorageOrder, ConjugateRhs, ColMajor, 1, BuiltIn>::run(_rows, _cols, \
232  _depth, _lhs, \
233  lhsStride, _rhs, \
234  rhsStride, res, \
235  1, resStride, \
236  alpha, blocking); \
237  /*std::cout << "TRMM_R: A is not square! Go to Eigen TRMM implementation!\n";*/ \
238  } else { \
239  /* Make sense to call GEMM */ \
240  Map<const MatrixRhs, 0, OuterStride<> > rhsMap(_rhs, depth, cols, OuterStride<>(rhsStride)); \
241  MatrixRhs aa_tmp = rhsMap.template triangularView<Mode>(); \
242  BlasIndex aStride = convert_index<BlasIndex>(aa_tmp.outerStride()); \
243  gemm_blocking_space<ColMajor, EIGTYPE, EIGTYPE, Dynamic, Dynamic, Dynamic> gemm_blocking(_rows, _cols, \
244  _depth, 1, true); \
245  general_matrix_matrix_product<Index, EIGTYPE, LhsStorageOrder, ConjugateLhs, EIGTYPE, RhsStorageOrder, \
246  ConjugateRhs, ColMajor, 1>::run(rows, cols, depth, _lhs, lhsStride, \
247  aa_tmp.data(), aStride, res, 1, resStride, \
248  alpha, gemm_blocking, 0); \
249  \
250  /*std::cout << "TRMM_R: A is not square! Go to BLAS GEMM implementation! " << nthr<<" \n";*/ \
251  } \
252  return; \
253  } \
254  char side = 'R', transa, uplo, diag = 'N'; \
255  EIGTYPE* b; \
256  const EIGTYPE* a; \
257  BlasIndex m, n, lda, ldb; \
258  \
259  /* Set m, n */ \
260  m = convert_index<BlasIndex>(rows); \
261  n = convert_index<BlasIndex>(diagSize); \
262  \
263  /* Set trans */ \
264  transa = (RhsStorageOrder == RowMajor) ? ((ConjugateRhs) ? 'C' : 'T') : 'N'; \
265  \
266  /* Set b, ldb */ \
267  Map<const MatrixLhs, 0, OuterStride<> > lhs(_lhs, rows, depth, OuterStride<>(lhsStride)); \
268  MatrixX##EIGPREFIX b_tmp; \
269  \
270  if (ConjugateLhs) \
271  b_tmp = lhs.conjugate(); \
272  else \
273  b_tmp = lhs; \
274  b = b_tmp.data(); \
275  ldb = convert_index<BlasIndex>(b_tmp.outerStride()); \
276  \
277  /* Set uplo */ \
278  uplo = IsLower ? 'L' : 'U'; \
279  if (RhsStorageOrder == RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
280  /* Set a, lda */ \
281  Map<const MatrixRhs, 0, OuterStride<> > rhs(_rhs, depth, cols, OuterStride<>(rhsStride)); \
282  MatrixRhs a_tmp; \
283  \
284  if ((conjA != 0) || (SetDiag == 0)) { \
285  if (conjA) \
286  a_tmp = rhs.conjugate(); \
287  else \
288  a_tmp = rhs; \
289  if (IsZeroDiag) \
290  a_tmp.diagonal().setZero(); \
291  else if (IsUnitDiag) \
292  a_tmp.diagonal().setOnes(); \
293  a = a_tmp.data(); \
294  lda = convert_index<BlasIndex>(a_tmp.outerStride()); \
295  } else { \
296  a = _rhs; \
297  lda = convert_index<BlasIndex>(rhsStride); \
298  } \
299  /*std::cout << "TRMM_R: A is square! Go to BLAS TRMM implementation! \n";*/ \
300  /* call ?trmm*/ \
301  BLASFUNC(&side, &uplo, &transa, &diag, &m, &n, (const BLASTYPE*)&numext::real_ref(alpha), (const BLASTYPE*)a, \
302  &lda, (BLASTYPE*)b, &ldb); \
303  \
304  /* Add op(a_triangular)*b into res*/ \
305  Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res, rows, cols, OuterStride<>(resStride)); \
306  res_tmp = res_tmp + b_tmp; \
307  } \
308  };
309 
310 #ifdef EIGEN_USE_MKL
311 EIGEN_BLAS_TRMM_R(double, double, d, dtrmm)
312 EIGEN_BLAS_TRMM_R(dcomplex, MKL_Complex16, cd, ztrmm)
313 EIGEN_BLAS_TRMM_R(float, float, f, strmm)
314 EIGEN_BLAS_TRMM_R(scomplex, MKL_Complex8, cf, ctrmm)
315 #else
316 EIGEN_BLAS_TRMM_R(double, double, d, dtrmm_)
317 EIGEN_BLAS_TRMM_R(dcomplex, double, cd, ztrmm_)
318 EIGEN_BLAS_TRMM_R(float, float, f, strmm_)
319 EIGEN_BLAS_TRMM_R(scomplex, float, cf, ctrmm_)
320 #endif
321 } // end namespace internal
322 
323 } // end namespace Eigen
324 
325 #endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_BLAS_H
Eigen
Namespace containing all symbols from the Eigen library.
Definition: B01_Experimental.dox:1
Eigen::Index
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
The Index type as used for the API.
Definition: Meta.h:82
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